I remember, some time ago, saying something to a local business man about the need to "support local shops"...his reply was "Why, they don't support my business"!
Perhaps his comment came over a tad harsh, but it's a point if your local shop is trying to sell you pro film not properly stored, at full price.
The mail order suppliers have seen an opportunity to meet a demand and support photographers, and set up a mail order business accordingly. Why didn't your local store see that demand and do that? (Same reason as me....I wish I'd thought of the idea a few years ago, but it's no use complaining )